On the existence of optimal control for controlled stochastic partial differential equations (Q3478354): Difference between revisions
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Property / cites work: ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES / rank | |||
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Property / cites work: Smoothness of solutions of stochastic evolution equations and the existence of a filtering transition density / rank | |||
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Property / cites work: Optimal Control for Partially Observed Diffusions / rank | |||
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Property / cites work: Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions / rank | |||
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Property / cites work: ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS / rank | |||
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Revision as of 14:50, 20 June 2024
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English | On the existence of optimal control for controlled stochastic partial differential equations |
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On the existence of optimal control for controlled stochastic partial differential equations (English)
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1989
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Cauchy problem for a stochastic PDE
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partial observation
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observation noise
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